Re: addition of dummy points

From: "Leonid Gibiansky" leonidg@metrumrg.com Subject: Re: [NMusers] addition of dummy points Date: Wed, April 20, 2005 12:30 pm Pravin I would try to increase precision of estimation (SIGDIGITS=5 or 6) in order to get similar results with and without the dummy points. If this would not fix the problem, I would prefer to use the same data set for simulation and estimation. One useful test would be to do two estimations: with and without the dummy points, and plot the population and individual predictions of both models against each other (at observation time points). If you see points scattered around the unit line then it should not matter which parameter estimates to use: the model is over-parametrized, and two different sets of parameters give the same predictions. If the predictions are different, you would need to decide (using diagnostic plots, OF, etc.) which of them better describes the data, and then use it for simulation. I would not recommend to move to simulations before you resolve the problem with different parameter estimates obtained using the same data: dummy points should not significantly alter the parameter estimates. Leonid